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Publications by Paolella, Marc S.

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Number of items: 3.

Journal article

Broda, Simon; Carstensen, Kai; Paolella, Marc S. (2009): Assessing and improving the performance of nearly efficient unit root tests in small samples. In: Econometric Reviews, Vol. 28, No. 5: pp. 468-494

Haas, Markus; Mittnik, Stefan; Paolella, Marc S. (2009): Asymmetric multivariate normal mixture GARCH. In: Computational Statistics & Data Analysis, Vol. 53: pp. 2129-2154

Broda, Simon; Paolella, Marc S.; Carstensen, Kai (2007): Bias-adjusted estimation in the ARX(1) model. In: Computational Statistics and Data Analysis, Vol. 51, No. 7: pp. 3355-3367

This list was generated on Wed Aug 17 16:20:42 2022 CEST.